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GDYN vs. EPAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GDYN and EPAM is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

GDYN vs. EPAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grid Dynamics Holdings, Inc. (GDYN) and EPAM Systems, Inc. (EPAM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GDYN:

1.02

EPAM:

-0.05

Sortino Ratio

GDYN:

1.52

EPAM:

0.41

Omega Ratio

GDYN:

1.18

EPAM:

1.06

Calmar Ratio

GDYN:

0.55

EPAM:

0.03

Martin Ratio

GDYN:

2.43

EPAM:

0.15

Ulcer Index

GDYN:

17.67%

EPAM:

18.20%

Daily Std Dev

GDYN:

47.63%

EPAM:

42.42%

Max Drawdown

GDYN:

-80.77%

EPAM:

-80.02%

Current Drawdown

GDYN:

-64.28%

EPAM:

-73.95%

Fundamentals

Market Cap

GDYN:

$1.29B

EPAM:

$10.57B

EPS

GDYN:

$0.13

EPAM:

$7.15

PE Ratio

GDYN:

117.15

EPAM:

26.10

PS Ratio

GDYN:

3.47

EPAM:

2.23

PB Ratio

GDYN:

2.18

EPAM:

2.75

Total Revenue (TTM)

GDYN:

$371.17M

EPAM:

$4.86B

Gross Profit (TTM)

GDYN:

$136.34M

EPAM:

$1.45B

EBITDA (TTM)

GDYN:

$22.48M

EPAM:

$675.00M

Returns By Period

In the year-to-date period, GDYN achieves a -32.42% return, which is significantly lower than EPAM's -20.07% return.


GDYN

YTD

-32.42%

1M

11.09%

6M

-21.39%

1Y

48.08%

5Y*

14.05%

10Y*

N/A

EPAM

YTD

-20.07%

1M

26.49%

6M

-23.95%

1Y

-2.00%

5Y*

-2.22%

10Y*

10.96%

*Annualized

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Risk-Adjusted Performance

GDYN vs. EPAM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDYN
The Risk-Adjusted Performance Rank of GDYN is 7777
Overall Rank
The Sharpe Ratio Rank of GDYN is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of GDYN is 7878
Sortino Ratio Rank
The Omega Ratio Rank of GDYN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of GDYN is 7474
Calmar Ratio Rank
The Martin Ratio Rank of GDYN is 7676
Martin Ratio Rank

EPAM
The Risk-Adjusted Performance Rank of EPAM is 5050
Overall Rank
The Sharpe Ratio Rank of EPAM is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of EPAM is 4747
Sortino Ratio Rank
The Omega Ratio Rank of EPAM is 4848
Omega Ratio Rank
The Calmar Ratio Rank of EPAM is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EPAM is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GDYN vs. EPAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grid Dynamics Holdings, Inc. (GDYN) and EPAM Systems, Inc. (EPAM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current GDYN Sharpe Ratio is 1.02, which is higher than the EPAM Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of GDYN and EPAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GDYN vs. EPAM - Dividend Comparison

Neither GDYN nor EPAM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GDYN vs. EPAM - Drawdown Comparison

The maximum GDYN drawdown since its inception was -80.77%, roughly equal to the maximum EPAM drawdown of -80.02%. Use the drawdown chart below to compare losses from any high point for GDYN and EPAM. For additional features, visit the drawdowns tool.


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Volatility

GDYN vs. EPAM - Volatility Comparison

Grid Dynamics Holdings, Inc. (GDYN) and EPAM Systems, Inc. (EPAM) have volatilities of 14.28% and 14.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GDYN vs. EPAM - Financials Comparison

This section allows you to compare key financial metrics between Grid Dynamics Holdings, Inc. and EPAM Systems, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
100.42M
1.30B
(GDYN) Total Revenue
(EPAM) Total Revenue
Values in USD except per share items

GDYN vs. EPAM - Profitability Comparison

The chart below illustrates the profitability comparison between Grid Dynamics Holdings, Inc. and EPAM Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%20212022202320242025
36.8%
26.9%
(GDYN) Gross Margin
(EPAM) Gross Margin
GDYN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Grid Dynamics Holdings, Inc. reported a gross profit of 37.00M and revenue of 100.42M. Therefore, the gross margin over that period was 36.8%.

EPAM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported a gross profit of 349.68M and revenue of 1.30B. Therefore, the gross margin over that period was 26.9%.

GDYN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Grid Dynamics Holdings, Inc. reported an operating income of -2.04M and revenue of 100.42M, resulting in an operating margin of -2.0%.

EPAM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported an operating income of 99.33M and revenue of 1.30B, resulting in an operating margin of 7.6%.

GDYN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Grid Dynamics Holdings, Inc. reported a net income of 2.91M and revenue of 100.42M, resulting in a net margin of 2.9%.

EPAM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported a net income of 73.48M and revenue of 1.30B, resulting in a net margin of 5.7%.